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SGI Alternative Beta - Shortable

Index level: 1147.78 as of 09/19/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.43 % +1.20 % +5.30 % -0.56 % +13.01 %
Annualized Performance -0.56 % +4.16 %
Annualized Volatility +3.11 % +3.27 % +3.51 % +4.78 % +4.09 %
Sharpe Ratio -- --
Max Drawdown -0.61 % -1.98 % -1.98 % -7.81 % -7.81 %

The SGI Alternative Beta - Shortable has been backtested since 05/01/2004 and calculated since 25/06/2008.
THE FIGURES RELATING TO PAST PERFORMANCES AND SIMULATED PAST PERFORMANCES REFER OR RELATE TO PAST PERIODS AND ARE NOT A RELIABLE INDICATOR OF FUTURE RESULTS. THIS ALSO APPLIES TO HISTORICAL MARKET DATA.


The SGI Alternative Beta-Shortable Index began publishing on May 7, 2008. Therefore, all data for the Index for the period prior to May 7, 2008 represent Standard & Poor’s ("S&P's") application of the Index methodology in order to reconstruct hypothetical historic data. This hypothetical data is based on the assumption that the Target Index Benchmark and the Components in effect as of May 7, 2008 remained in effect for the entire historical period. As the Index Committee has the discretion to change both the Target Index Benchmark and the Components, this may not have been the case had the Index actually been in existence during this period, and therefore, the results for the period prior to May 7, 2008 may have been different had the Index actually been in existence. The SGI Alternative Beta-Shortable Index (the “Index”) is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to maintain and calculate the Index. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index. The SGI Alternative Beta-Shortable Index is based on a complex algorithm and may not successfully replicate the performance of the hedge fund industry or the investable portion of the hedge fund industry as applicable. Structured Products linked to the SGI Alternative Beta-Shortable Index is only being offered and sold in the United States to persons who are "Qualified Purchasers", as defined under the Investment Company Act of 1940 (as amended).
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